BPCE - Risk Report - Pillar III 2020

5

CREDIT RISKS

DETAILED QUANTITATIVE DISCLOSURES

CRB-C – GEOGRAPHIC BREAKDOWN OF EXPOSURES

12/31/2020

Africa and the Middle

Euro- pean Institu- tions

o/w United King- dom

Europe (excl. France)

o/w Nether- lands

North & South America

o/w United States

o/w Germany

o/w Italy

o/w Spain

in millions of euros

France

Asia

East Oceania

Total

Central governments or central banks 27,016 130,505 6,185

919 193

248 1,477

222 544

50 21,323 20,946 2,040 1,551

27 188,647 172 9,737

Institutions Corporates

2,558

-

2,775

77

269

199 1,511 1,187 1,960

761

120,734 441,310 12,875

- 36,098 2,336 5,079 4,051 4,198 4,932 25,439 19,624 9,057 7,151 1,209 199,688

Retail

-

6

1

0

0 3

-

-

-

-

-

-

- 441,316 31 15,457

Equity exposures

1

903

102

19

12

77 1,426 1,297

18

204

Total IRB approach

604,493 130,506 45,968 3,551 5,423 5,801 4,976 5,258 49,700 43,053 13,074 9,667 1,438 854,846

Central governments or central banks 77,360 3,903 8,967

47 3,660 1,865

284

-

138

138 6,447

56

41 96,911

Regional governments or local authorities

47,293 21,530

- -

2,311

174 1,061

337

- - - -

- - - -

1,821 1,682

722

-

- 52,147 11 22,065

Public sector entities

287

124

- - -

3

125

- - -

- - -

112

Multilateral development banks International organizations

38

180

- -

- -

- -

- -

- -

- -

217

-

1,317

1,317

Institutions Corporates

10,286 99,434 21,022

- - -

1,258 7,578 3,033

303 964

2

9

23

31

387

387

256 794 123

93

33 12,314 67 110,541 108 24,640

624

272

398

600 1,944 1,397

724 350

Retail

51

11 1,041

-

7

3

1

Exposures secured by mortgages on immovable property

62,342

- -

2,056

9 4

13

104

- -

3 4

1 0

1 0

1

6

- 64,406 3 4,780

Exposures in default

4,490

181

1

26

26

81

Items associated with particularly high risk

9,697

- -

55 10

10

- -

- -

- -

-

- -

- -

- -

-

- -

9,752

Covered bonds

144

-

10

31

184

Claims on institutions and corporates with a short-term credit assessment Collective investment undertakings

283

- - - -

35

0

-

- - -

- - - -

-

11 15

10

15

10

- - - -

353

2,247

332

- -

304

21

- -

- -

-

2,594

Equity exposures Other exposures

0

-

-

-

-

20 27

20

6,146

970

0

7

4

954

232

232

22

7,397

Total standardized approach

362,310 5,400 27,072 1,686 5,684 3,661

705 1,630 4,678 3,848 8,406 1,510

262 409,640

TOTAL

966,804 135,906 73,040 5,237 11,107 9,461 5,682 6,888 54,378 46,902 21,480 11,177 1,701 1,264,485

112

RISK REPORT PILLAR III 2020 | GROUPE BPCE

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